MADRID, Spain (CNN) -- A man appearing in a videotape claiming to be a military spokesman for Al Qaeda in Europe says al Qaeda was behind Thursday's bombings in Madrid that killed 200 people.

Spanish and U.S. authorities were trying to determine the authenticity of the tape.

The videotape, released by Interior Minister Angel Acebes and signed by Abu Dujan Al Afgani, says:

"We declare our responsibility for what occurred in Madrid, just 2.5 years after the attacks in New York and Washington. It is a response to your collaboration with the criminals (U.S. President) Bush and his allies.

"This is a response to the crimes that you have caused in the world and specifically in Iraq and in Afghanistan. And there will be more, God willing.

"You love life and we love death which gives you an example of what the prophet Mohammed said that if you do not stop your injustices, the blood will flow more and more, and these attacks will seem very small with what could occur with what you call terrorism.

"This is a message from the military spokesman for al Qaeda in Europe."

The Interior Ministry issued a Spanish translation of the Arabic message on the tape, and Acebes held an early-Sunday news conference saying Spanish law enforcement had obtained it.

A ministry spokesman told CNN that the regional television station Telemadrid received a phone call about 7:30 p.m. (1830 GMT) Saturday from a man who spoke in Arabic with a Moroccan accent.

The man had called the station's switchboard and said there was a videotape in a trash receptacle between the main mosque and a main highway, M-30, in Madrid.

Investigators went to the location and got the tape, which they checked to be sure it was not booby-trapped.

The Basque separatist group ETA, meanwhile, has issued a statement denying any role in the Madrid train bombings that killed 200 people, the Basque newspaper Gara said on its Web site on Sunday, as Spain's general election began. (Full story)

A caller in the name of ETA previously had phoned Gara and Basque public television to deny any role in the attacks, Reuters reports.

In other developments, Spanish authorities arrested five people Saturday as part of the investigation into the bombings.

The five arrested are linked to a prepaid telephone card found with an undetonated bomb hours after Thursday's devastating terror attack, Acebes added.

"Early this afternoon, the National Police have detained five people," Acebes told reporters in a nationally televised news conference.

"Three Moroccan citizens, two Indian citizens. There are also two other Spanish citizens of Indian origin from whom we are taking statements.

"All [were detained] for their presumed implication in the sale and falsification of the cell phone and cell phone card found in the bag which did not explode."

The backpack was found on a train after Thursday's attacks and detonated by police.

It also held the explosive ECO; metal pieces intended to multiply a bomb's destructive effect, a detonator and a mobile telephone, the Spanish newspaper El Mundo reported.

The news came on the eve of national elections, as thousands of demonstrators gathered at the headquarters of the ruling political party. The protesters were accusing Prime Minister Jose Maria Aznar of covering up the investigation of the terrorist attacks.

The demonstrators accuse the Popular Party of covering up evidence linking Islamic extremists, possibly even al Qaeda, to the attacks.

Acebes initially said that authorities believed the Basque separatist group ETA was most likely to blame. Later, he said they were considering that an Islamic terrorist group was involved.

"The investigation is advancing on both tracks," Acebes said.

A banner referring to the government as liars stretched above hundreds of signs bearing the single word "Paz," Spanish for peace.

The minister also said that investigators have not ruled out collaboration between ETA and another group.

Popular Party leader Mariano Rajoy addressed the crowd soon after it was announced that five people were being questioned.

Aznar, who is not seeking a third term, has chosen former Interior Minister Mariano Rajoy to succeed him.

Aznar's Popular Party is a favorite to win.

Rajoy asked citizens to stay home and avoid political rallies Saturday.

Political campaigns typically are quiet the day before Spanish elections to allow for a day of reflection.

However, the bombings brought thousands of peace demonstrators to the streets.

Meanwhile, funerals started Saturday, a day after millions of Spaniards answered the government's call for demonstrations against the violence.

Saturday morning, 266 people were still hospitalized -- 17 in critical condition and 41 more in very serious condition -- Acebes said, adding that 31 people from 12 nations were wounded.

Aznar, who joined other senior officials outside the presidential palace to launch the three-day period of mourning, said he had set aside $171.2 million (140 million euros) for the families of victims.

The government's response to the tragedy was overshadowed, however, by the outpouring of grief and anger in the capital by about 2.3 million people -- nearly half of its 5 million population -- on a cold, wet Friday night.

Across the country, government officials estimated one in four Spaniards -- more than 11 million in a nation of 42 million -- took part in demonstrations. One such demonstration took place in Bilbao, the largest city of Spain's Basque region.

Makeshift memorials cropped up at the three train stations, and Spanish flags across the country were adorned with black ribbons.

The Madrid bombings were the second deadliest in Europe since World War II. Only the bombing of Pan Am Flight 103 over Lockerbie, Scotland, in 1988, killed more people than Thursday's attacks. The Lockerbie bombing killed 259 people on the plane and 11 on the ground.